+528.3%
TLN vs ESTC
+18.0%
+510.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.7% |
| 7D | -1.3% | -11.5% | +10.2% | +0.6% |
| 30D | -10.5% | -7.5% | -2.9% | -9.5% |
| 3M | +0.1% | +23.1% | -23.0% | -4.5% |
| 6M | -17.4% | +75.3% | -92.7% | -27.0% |
| YTD | -9.7% | +14.1% | -23.8% | -13.6% |
| 1Y | -12.3% | -0.6% | -11.7% | -13.9% |
| 3Y | +528.3% | +20.8% | +507.5% | +491.1% |
| All | +528.3% | +18.0% | +510.3% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling